Monthly Momentum - December 25

The chart shows the growth of an initial investment of $10,000 in Monthly Momentum - December 25, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is never rebalanced.

Based on dividend-adjusted daily data since Oct 21, 2024, Monthly Momentum - December 25's average daily return is +0.28%, while the average monthly return is +5.22%. At this rate, your investment would double in approximately 1.1 years.

Historically, 74% of months were positive and 26% were negative. The best month was Sep 2025 with a return of +29.6%, while the worst month was Nov 2025 at -17.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 2 months.

On a daily basis, Monthly Momentum - December 25 closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +16.0%, while the worst single day was Jan 27, 2025 at -10.8%.

Monthly Momentum - December 25 has an annualized alpha of 64.78%, beta of 2.13, and R² of 0.54 versus S&P 500 Index. Calculated based on daily prices since October 21, 2024.

• This portfolio captured 546.93% of S&P 500 Index gains and 119.18% of its losses — amplifying both gains and losses, but participating more in upside than downside.
• This portfolio generated an annualized alpha of 64.78% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
• Beta of 2.13 means this portfolio moves significantly more than S&P 500 Index — expect amplified gains in rallies and amplified losses in downturns.

Monthly Momentum - December 25 has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Monthly Momentum - December 25 ranks 76 for risk / return — better than 76% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Monthly Momentum - December 25 Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

• 1-Year: 1.96
• All Time: 1.54

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.01 to 1.70, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Monthly Momentum - December 25 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the Monthly Momentum - December 25. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Monthly Momentum - December 25 was 41.06%, occurring on Apr 4, 2025. Recovery took 54 trading sessions.

The current Monthly Momentum - December 25 drawdown is 27.82%.

The chart below shows the rolling one-month volatility.